+75.5%
BND vs CHRW
+322.0%
-246.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +1.6% | -4.3% | +5.9% | +1.5% |
| 3M | -0.5% | -7.4% | +6.9% | -0.5% |
| 6M | -1.1% | -20.7% | +19.6% | -1.2% |
| YTD | -0.7% | -15.9% | +15.2% | -0.8% |
| 1Y | -0.7% | -9.9% | +9.2% | -0.6% |
| 3Y | +14.4% | +79.0% | -64.5% | +15.6% |
| 5Y | -1.1% | +61.3% | -62.4% | 0.0% |
| 10Y | +17.9% | +128.5% | -110.6% | +20.6% |
| All | +75.5% | +322.0% | -246.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling